+485.4%
QCOM vs MA
+15,793.6%
-15,308.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.6% |
| 7D | +3.3% | -2.7% | +6.0% | +4.6% |
| 30D | +7.7% | +1.5% | +6.2% | +6.8% |
| 3M | -30.1% | +20.4% | -50.5% | -36.2% |
| 6M | +22.8% | +11.1% | +11.7% | +15.3% |
| YTD | +0.2% | +2.0% | -1.8% | -2.4% |
| 1Y | +7.9% | -2.2% | +10.0% | +6.8% |
| 3Y | +55.8% | +41.9% | +13.9% | +30.5% |
| 5Y | +30.1% | +75.4% | -45.3% | -0.2% |
| 10Y | +248.9% | +527.5% | -278.7% | +63.2% |
| All | +485.4% | +15,793.6% | -15,308.2% | +31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MA.
Daily Out/Under-Performance
Portfolio return minus MA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling